bpo-43332: Buffer proxy connection setup packets before sending. (GH-24780)

We now buffer the CONNECT request + tunnel HTTP headers into a single
send call.  This prevents the OS from generating multiple network
packets for connection setup when not necessary, improving efficiency.
diff --git a/Lib/http/client.py b/Lib/http/client.py
index 4eca93e..b339f20 100644
--- a/Lib/http/client.py
+++ b/Lib/http/client.py
@@ -901,23 +901,24 @@ def set_debuglevel(self, level):
         self.debuglevel = level
 
     def _tunnel(self):
-        connect_str = "CONNECT %s:%d HTTP/1.0\r\n" % (self._tunnel_host,
-            self._tunnel_port)
-        connect_bytes = connect_str.encode("ascii")
-        self.send(connect_bytes)
+        connect = b"CONNECT %s:%d HTTP/1.0\r\n" % (
+            self._tunnel_host.encode("ascii"), self._tunnel_port)
+        headers = [connect]
         for header, value in self._tunnel_headers.items():
-            header_str = "%s: %s\r\n" % (header, value)
-            header_bytes = header_str.encode("latin-1")
-            self.send(header_bytes)
-        self.send(b'\r\n')
+            headers.append(f"{header}: {value}\r\n".encode("latin-1"))
+        headers.append(b"\r\n")
+        # Making a single send() call instead of one per line encourages
+        # the host OS to use a more optimal packet size instead of
+        # potentially emitting a series of small packets.
+        self.send(b"".join(headers))
+        del headers
 
         response = self.response_class(self.sock, method=self._method)
         (version, code, message) = response._read_status()
 
         if code != http.HTTPStatus.OK:
             self.close()
-            raise OSError("Tunnel connection failed: %d %s" % (code,
-                                                               message.strip()))
+            raise OSError(f"Tunnel connection failed: {code} {message.strip()}")
         while True:
             line = response.fp.readline(_MAXLINE + 1)
             if len(line) > _MAXLINE: